Friends claim DH makes the best shrimp around (I have an allergy). I don't know how it compares to the Crystal Palace, but lots of folks rave.
He starts with fresh shrimp from the seafood market. He buys Royal Reds with the heads still attached (they're fresher). He gets the medium size because he thinks they have have the best flavor. At home he pulls the heads, then puts them in boiling water with a bag of Zatarain's crab/shrimp boil. He cooks them for just about two minutes, then drains and puts into ice with lots of salt (don't worry, the shrimp doesn't absorb too much of the salt). I think he puts ice, then shrimp, then salt then more ice. Cools it for a few minutes, then fishes out the shrimp and it's ready.